+3.9%
DOC vs FIVE
+867.4%
-863.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +2.0% |
| 7D | +8.7% | +7.5% | +1.3% | +7.4% |
| 30D | +7.6% | +16.7% | -9.1% | +4.8% |
| 3M | -5.3% | +13.4% | -18.6% | -7.5% |
| 6M | +27.6% | +9.0% | +18.6% | +24.8% |
| YTD | +32.4% | +33.8% | -1.4% | +24.7% |
| 1Y | +22.9% | +61.2% | -38.3% | +12.0% |
| 3Y | +43.1% | +42.1% | +1.0% | +27.9% |
| 5Y | -21.4% | +21.4% | -42.8% | -29.7% |
| 10Y | +16.8% | +609.1% | -592.3% | -20.8% |
| All | +3.9% | +867.4% | -863.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling